Document Type
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BL
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Record Number
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624322
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Doc. No
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dltt
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Main Entry
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Gai, Prasanna,1969-
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Title & Author
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Systemic risk : : the dynamics of modern financial systems /\ Prasanna Gai
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Page. NO
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1 online resource
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ISBN
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9780191654060
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: 019165406X
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: 9781299452268
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: 1299452264
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9780199544493
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0199544492
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: 9780191747175
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: 0191747173
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Bibliographies/Indexes
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Includes bibliographical references and index
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Contents
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The robust-yet-fragile nature of financial systems -- Systemic liquidity crises -- Dynamic credit relationships -- Covered bonds and systemic risk -- Quantifying systemic risk -- Financial system resilience
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Abstract
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This text applies some of the lessons from network disciplines - such as ecology, epidemiology, and engineering - to study and measure how small probability events can lead to contagion and banking crises on a global scale
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Subject
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Finance
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Subject
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Financial risk management
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Subject
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Financial risk-- Econometric models
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Subject
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Finance
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Subject
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Financial services industry
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Dewey Classification
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332.1
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LC Classification
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HD61
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